-26.0%
RBLX vs TYL
+4.4%
-30.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | +7.9% | -1.6% | +9.5% | +9.2% |
| 30D | +3.9% | +22.1% | -18.2% | -13.3% |
| 3M | +44.7% | +33.4% | +11.3% | +10.8% |
| 6M | +23.8% | +36.8% | -13.0% | -8.8% |
| YTD | -36.5% | -6.7% | -29.9% | -35.5% |
| 1Y | -50.7% | -9.2% | -41.5% | -48.8% |
| 3Y | +33.8% | +1.2% | +32.7% | +9.6% |
| 5Y | -52.2% | -23.0% | -29.2% | -46.2% |
| All | -26.0% | +4.4% | -30.5% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling